实盘模拟 · 日报 2026-10-15

📉 市场状态:熊市(2026-10-15 · 三指数投票 {'熊': 3})
指数收盘MA20MA60MA250近20日近60日判定
上证指数3,707.483,858.653,885.023,989.65-6.18%-6.27%熊市
沪深3004,166.014,404.784,551.734,665.6-8.89%-12.97%熊市
中证10006,678.657,371.367,443.817,865.66-12.68%-14.57%熊市

全策略实时指标(19 个策略)

账户策略类型最新净值累计收益夏普(年化)最大回撤样本天数
pe独立策略-PE历史分位Top20(中性化)独立策略¥1,044,959+4.50%8.001.68%4
amihud独立策略-非流动性amihud(#19)独立策略¥1,017,046+1.70%9.140.57%4
v2_equalv2对照组-equal等权(6成员,#85)组合¥5,027,513+0.55%15.870.00%2
analyst独立策略-分析师上调Top30独立策略¥1,001,201+0.12%0.491.67%4
dvttm独立策略-红利dv_ttm Top20独立策略¥1,001,222+0.12%0.910.86%4
dblow独立策略-转债双低DoubleLow(#5)独立策略¥1,001,206+0.12%1.460.49%4
lowytm独立策略-低YTM转债Top20独立策略¥1,000,402+0.04%0.640.40%4
idx_add独立策略-指数调入抢跑(#90事件驱动)独立策略¥1,000,000+0.00%——1
lowatt独立策略-低关注度LowAttention(#17)独立策略¥999,910-0.01%0.011.17%4
composite独立策略-dv_ttm×低关注复合(#58)独立策略¥998,197-0.18%-0.721.51%4
bond独立策略-债券ETF(511260)独立策略¥997,968-0.20%-17.200.20%4
portfolio防御版core_portfolio(组合)组合¥4,989,638-0.21%-6.050.21%4
v2_ddv2对照组-dd_inverse回撤倒数(6成员,#85)组合¥4,988,161-0.24%-15.870.24%2
portfolio_v2core_portfolio_v2(6成员 inv_vol 120日稳定档,#85)组合¥4,986,385-0.27%-15.870.27%2
v2_ercv2对照组-ERC等风险贡献(6成员,#85)组合¥4,986,385-0.27%-15.870.27%2
portfolio_gold含黄金的core_portfolio(组合,8成员dd_inverse)组合¥4,983,618-0.33%-4.250.56%4
lowamp独立策略-低振幅Top20(regime)独立策略¥994,751-0.52%-3.741.02%4
etf_rotation独立策略-跨资产ETF双动量(top3月频)独立策略¥985,084-1.49%-3.523.05%4
gold独立策略-黄金ETF(518880静态)独立策略¥979,001-2.10%-8.432.10%4

夏普/回撤基于 nav 历史净值序列实时计算;样本天数不足 2 天时显示 —。

账户总览(19 个账户)

防御版core_portfolio(组合) · 组合
¥4,989,638
现金 ¥31 / 持仓 ¥4,989,607
-0.21%
含黄金的core_portfolio(组合,8成员dd_inverse) · 组合
¥4,983,618
现金 ¥826,802 / 持仓 ¥4,156,816
-0.33%
独立策略-债券ETF(511260) · 独立策略
¥997,968
现金 ¥966 / 持仓 ¥997,002
-0.20%
独立策略-分析师上调Top30 · 独立策略
¥1,001,201
现金 ¥192,453 / 持仓 ¥808,748
+0.12%
独立策略-低振幅Top20(regime) · 独立策略
¥994,751
现金 ¥420,729 / 持仓 ¥574,022
-0.52%
独立策略-红利dv_ttm Top20 · 独立策略
¥1,001,222
现金 ¥350,458 / 持仓 ¥650,764
+0.12%
独立策略-低YTM转债Top20 · 独立策略
¥1,000,402
现金 ¥261,246 / 持仓 ¥739,156
+0.04%
独立策略-PE历史分位Top20(中性化) · 独立策略
¥1,044,959
现金 ¥343,020 / 持仓 ¥701,939
+4.50%
独立策略-dv_ttm×低关注复合(#58) · 独立策略
¥998,197
现金 ¥398,388 / 持仓 ¥599,809
-0.18%
独立策略-低关注度LowAttention(#17) · 独立策略
¥999,910
现金 ¥406,657 / 持仓 ¥593,253
-0.01%
独立策略-转债双低DoubleLow(#5) · 独立策略
¥1,001,206
现金 ¥402,374 / 持仓 ¥598,832
+0.12%
独立策略-非流动性amihud(#19) · 独立策略
¥1,017,046
现金 ¥493,756 / 持仓 ¥523,290
+1.70%
独立策略-跨资产ETF双动量(top3月频) · 独立策略
¥985,084
现金 ¥2,322 / 持仓 ¥982,762
-1.49%
独立策略-黄金ETF(518880静态) · 独立策略
¥979,001
现金 ¥254 / 持仓 ¥978,747
-2.10%
core_portfolio_v2(6成员 inv_vol 120日稳定档,#85) · 组合
¥4,986,385
现金 ¥593,183 / 持仓 ¥4,393,202
-0.27%
v2对照组-equal等权(6成员,#85) · 组合
¥5,027,513
现金 ¥1,193,601 / 持仓 ¥3,833,912
+0.55%
v2对照组-ERC等风险贡献(6成员,#85) · 组合
¥4,986,385
现金 ¥593,183 / 持仓 ¥4,393,202
-0.27%
v2对照组-dd_inverse回撤倒数(6成员,#85) · 组合
¥4,988,161
现金 ¥583,301 / 持仓 ¥4,404,860
-0.24%
独立策略-指数调入抢跑(#90事件驱动) · 独立策略
¥1,000,000
现金 ¥1,000,000 / 持仓 ¥0
+0.00%

当日成交(点击展开明细)

▶当日成交买294/卖25319 笔费用 ¥5,485
日期代码账户成员方向股数成交价费用
2026-10-15002463.SZamihudamihudBUY100.0115.114999999999985.115115
2026-10-15600026.SHamihudamihudBUY200.021.9018799999999955.04380376
2026-10-15600186.SHamihudamihudBUY200.09.7096999999999985.0194194
2026-10-15603659.SHanalystanalystSELL100.019.48056.9675305000000005
2026-10-15002497.SZanalystanalystSELL100.013.806186.39442418
2026-10-15300750.SZanalystanalystBUY100.0275.254987.156629479999999
2026-10-15603861.SHanalystanalystBUY300.011.141135.03342339
2026-10-15603324.SHanalystanalystBUY100.021.0410199999999965.02104102
2026-10-15601633.SHanalystanalystBUY100.013.643635.01364363
2026-10-15600817.SHcompositecompositeSELL100.09.240755.93331575
2026-10-15603788.SHcompositecompositeSELL100.012.7172700000000016.28444427
2026-10-15301088.SZcompositecompositeBUY100.013.3333199999999995.01333332
2026-10-15118034.SHdblowdblowSELL20.0111.04345050.11104345050000003
2026-10-15123175.SZdblowdblowSELL10.0108.958493500000020.05447924675000001
2026-10-15110092.SHdblowdblowSELL140.072.45875250.5072112675
2026-10-15118027.SHdblowdblowSELL10.097.452249500000010.04872612475
2026-10-15127103.SZdblowdblowBUY70.0125.958947999999990.440856318
2026-10-15118020.SHdblowdblowBUY50.0113.85690.28464225
2026-10-15118031.SHdblowdblowBUY40.0115.25659950.230513199
2026-10-15118034.SHdblowdblowBUY40.0111.15454950.22230909900000004
2026-10-15123175.SZdblowdblowBUY30.0109.06750650.16360125975
2026-10-15110087.SHdblowdblowBUY20.0116.24509350.1162450935
2026-10-15127030.SZdblowdblowBUY20.0109.954950.10995495000000001
2026-10-15118022.SHdblowdblowBUY10.0111.955950.055977975000000006
2026-10-15000001.SZdvttmdvttmSELL100.011.48856.160338499999999
2026-10-15600016.SHdvttmdvttmSELL300.03.516486.06549344
2026-10-15000333.SZdvttmdvttmBUY100.083.683599999999985.0836836
2026-10-15601857.SHdvttmdvttmBUY300.012.5024899999999985.03750747
2026-10-15601919.SHdvttmdvttmBUY100.017.127115.01712711
2026-10-15000703.SZdvttmdvttmBUY100.014.4444299999999995.01444443
2026-10-15513100.SHetf_rotationetf_rotationSELL4300.02.3256725.0
2026-10-15513500.SHetf_rotationetf_rotationSELL3600.02.6823155.0
2026-10-15512400.SHetf_rotationetf_rotationBUY12000.01.541545.0
2026-10-15513100.SHetf_rotationetf_rotationSELL5300.02.3256725.0
2026-10-15513500.SHetf_rotationetf_rotationSELL2200.02.6823155.0
2026-10-15512400.SHetf_rotationetf_rotationBUY11100.01.541545.0
2026-10-15600029.SHlowamplowampSELL100.04.745255.47927025
2026-10-15000541.SZlowamplowampBUY200.05.0250199999999995.01005004
2026-10-15600289.SHlowattlowattSELL500.04.625377.33581185
2026-10-15300555.SZlowattlowattSELL100.011.438556.155293550000001
2026-10-15603869.SHlowattlowattSELL100.07.822175.79003917
2026-10-15002485.SZlowattlowattSELL100.05.834165.58925016
2026-10-15002227.SZlowattlowattSELL100.05.9945.605394
2026-10-15600423.SHlowattlowattSELL200.02.58740999999999985.52265682
2026-10-15002691.SZlowattlowattSELL100.03.63636000000000035.367272359999999
2026-10-15300462.SZlowattlowattBUY100.011.391385.01139138
2026-10-15688570.SHlowattlowattBUY100.014.3743599999999985.01437436
2026-10-15600365.SHlowattlowattBUY300.02.742745.00822822
2026-10-15688459.SHlowattlowattBUY100.08.0085.008008
2026-10-15127049.SZlowytmlowytmSELL10.0107.646150.053823075000000005
2026-10-15118027.SHlowytmlowytmBUY20.097.54975050.0975497505
2026-10-15113616.SHlowytmlowytmBUY10.0109.69582050.05484791025
2026-10-15123071.SZlowytmlowytmBUY10.0114.968455499999990.05748422774999999
2026-10-15300975.SZpepeSELL100.019.960027.01596202
2026-10-15688525.SHpepeBUY100.0156.176025.15617602
2026-10-15002636.SZpepeBUY100.065.0655.065065
2026-10-15300058.SZpepeBUY600.012.4324199999999995.07459452
2026-10-15600601.SHpepeBUY400.011.7116999999999995.0468468
2026-10-15000100.SZpepeBUY1200.04.394395.05273268
2026-10-15000620.SZpepeBUY1500.02.79278999999999975.04189185
2026-10-15511260.SHportfoliobondBUY20000.0135.35521999999997676.7760999999999
2026-10-15513500.SHportfolioetf_rotationBUY35000.02.687684999999999723.51724375
2026-10-15512400.SHportfolioetf_rotationBUY58900.01.5415422.699176499999997
2026-10-15513100.SHportfolioetf_rotationBUY40700.02.330327999999999723.711087399999997
2026-10-15511260.SHportfoliobondBUY6300.0135.35521999999997213.18447149999997
2026-10-15512400.SHportfolioetf_rotationBUY8100.01.541545.0
2026-10-15511260.SHportfolio_goldbondSELL100.0135.084785.0
2026-10-15600285.SHportfolio_goldlowampBUY100.021.0109899999999965.02101099
2026-10-15511010.SHportfolio_v2bond5yBUY24500.0141.03689599999998863.8509879999999
2026-10-15518880.SHportfolio_v2goldBUY12100.08.508525.7382125
2026-10-15000858.SZportfolio_v2dvttmBUY400.070.730659999999997.355988639999999
2026-10-15600285.SHportfolio_v2lowampBUY1200.021.0109899999999966.555428879999999
2026-10-15600079.SHportfolio_v2lowampBUY1200.019.8197999999999976.183777599999999
2026-10-15118027.SHportfolio_v2lowytmBUY220.097.54975051.0730472555000001
2026-10-15000541.SZportfolio_v2lowampBUY4700.05.0250199999999996.140574439999998
2026-10-15601186.SHportfolio_v2lowampBUY3700.06.1861799999999995.95110516
2026-10-15600332.SHportfolio_v2lowampBUY1100.019.9899699999999965.717131419999999
2026-10-15601158.SHportfolio_v2lowampBUY5600.04.094095.96099504
2026-10-15000028.SZportfolio_v2lowampBUY1100.020.4704499999999965.854548699999999
2026-10-15601669.SHportfolio_v2lowampBUY4800.04.5645599999999995.696570879999999
2026-10-15000885.SZportfolio_v2lowampBUY1800.011.7817699999999985.51386836
2026-10-15603167.SHportfolio_v2lowampBUY2700.08.038035.64269706
2026-10-15601878.SHportfolio_v2lowampBUY2400.08.9589499999999985.590384799999999
2026-10-15002884.SZportfolio_v2lowampBUY1400.015.3753599999999975.596631039999999
2026-10-15000958.SZportfolio_v2lowampBUY4300.04.9749699999999995.562016459999999
2026-10-15601456.SHportfolio_v2lowampBUY2500.08.4484399999999985.491485999999998
2026-10-15000538.SZportfolio_v2lowampBUY400.052.692645.480034560000001
2026-10-15600029.SHportfolio_v2lowampBUY4300.04.754755.3158105
2026-10-15600905.SHportfolio_v2lowampBUY6000.03.54353999999999975.5279224
2026-10-15600600.SHportfolio_v2lowampBUY400.052.041995.41236696
2026-10-15110092.SHportfolio_v2lowytmBUY280.072.53124751.0154374650000002
2026-10-15123090.SZportfolio_v2lowytmBUY180.0111.71482951.0054334655
2026-10-15127027.SZportfolio_v2lowytmBUY180.0109.83789150.9885410235
2026-10-15113616.SHportfolio_v2lowytmBUY180.0109.69582050.9872623845
2026-10-15123071.SZportfolio_v2lowytmBUY180.0114.968455499999991.0347160995
2026-10-15113049.SHportfolio_v2lowytmBUY190.0106.3271371.0101078015
2026-10-15123117.SZportfolio_v2lowytmBUY180.0109.38766650.9844889985
2026-10-15113633.SHportfolio_v2lowytmBUY180.0110.890417499999980.9980137574999999
2026-10-15127061.SZportfolio_v2lowytmBUY190.0107.033491.016818155
2026-10-15127025.SZportfolio_v2lowytmBUY190.0105.9109291.0061538255
2026-10-15110081.SHportfolio_v2lowytmBUY200.097.048499999999990.9704849999999999
2026-10-15127049.SZportfolio_v2lowytmBUY180.0107.753850.96978465
2026-10-15110095.SHportfolio_v2lowytmBUY160.0110.265104999999990.88212084
2026-10-15601857.SHportfolio_v2dvttmBUY1000.012.5024899999999985.1250249
2026-10-15601919.SHportfolio_v2dvttmBUY600.017.127115.10276266
2026-10-15600036.SHportfolio_v2dvttmBUY200.042.782745.08556548
2026-10-15000651.SZportfolio_v2dvttmBUY200.039.719685.07943936
2026-10-15600919.SHportfolio_v2dvttmBUY700.012.422415.08695687
2026-10-15600016.SHportfolio_v2dvttmBUY2800.03.52351999999999955.09865856
2026-10-15601166.SHportfolio_v2dvttmBUY500.018.338325.0916916
2026-10-15000001.SZportfolio_v2dvttmBUY800.011.5114999999999985.092092
2026-10-15000333.SZportfolio_v2dvttmBUY100.083.683599999999985.0836836
2026-10-15601318.SHportfolio_v2dvttmBUY100.050.960909999999995.05096091
2026-10-15000703.SZportfolio_v2dvttmBUY500.014.4444299999999995.07222215
2026-10-15601328.SHportfolio_v2dvttmBUY800.08.058055.0644644
2026-10-15600882.SHportfolio_v2analystBUY100.019.029015.01902901
2026-10-15603861.SHportfolio_v2analystBUY200.011.141135.02228226
2026-10-15601633.SHportfolio_v2analystBUY200.013.643635.02728726
2026-10-15000973.SZportfolio_v2analystBUY200.011.671665.02334332
2026-10-15605286.SHportfolio_v2analystBUY100.023.0029799999999975.02300298
2026-10-15603659.SHportfolio_v2analystBUY100.019.5194999999999975.0195195
2026-10-15300580.SZportfolio_v2analystBUY100.015.9359199999999985.01593592
2026-10-15603876.SHportfolio_v2analystBUY100.016.046035.01604603
2026-10-15002497.SZportfolio_v2analystBUY100.013.833825.01383382
2026-10-15000016.SZportfolio_v2lowampBUY8900.02.46245999999999965.698132439999999
2026-10-15511010.SHv2_ddbond5yBUY24200.0141.03689599999998853.2732207999999
2026-10-15518880.SHv2_ddgoldBUY20100.08.508542.7552125
2026-10-15000858.SZv2_dddvttmBUY500.070.730659999999999.194985799999998
2026-10-15601857.SHv2_dddvttmBUY2100.012.5024899999999986.8263595399999994
2026-10-15601919.SHv2_dddvttmBUY1300.017.127115.78896318
2026-10-15600036.SHv2_dddvttmBUY500.042.782745.5617562
2026-10-15000651.SZv2_dddvttmBUY500.039.719685.1985984
2026-10-15600919.SHv2_dddvttmBUY1600.012.422415.19875856
2026-10-15600016.SHv2_dddvttmBUY5900.03.52351999999999955.405079679999999
2026-10-15601166.SHv2_dddvttmBUY1100.018.338325.244759519999999
2026-10-15000001.SZv2_dddvttmBUY1700.011.5114999999999985.1956955
2026-10-15000333.SZv2_dddvttmBUY200.083.683599999999985.1673672
2026-10-15601318.SHv2_dddvttmBUY300.050.960909999999995.15288273
2026-10-15600285.SHv2_ddlowampBUY900.021.0109899999999965.18909891
2026-10-15600079.SHv2_ddlowampBUY900.019.8197999999999975.1783782
2026-10-15000541.SZv2_ddlowampBUY3600.05.0250199999999995.18090072
2026-10-15000703.SZv2_dddvttmBUY1100.014.4444299999999995.15888873
2026-10-15601186.SHv2_ddlowampBUY2900.06.1861799999999995.17939922
2026-10-15600332.SHv2_ddlowampBUY800.019.9899699999999965.15991976
2026-10-15601158.SHv2_ddlowampBUY4300.04.094095.17604587
2026-10-15000028.SZv2_ddlowampBUY800.020.4704499999999965.1637636
2026-10-15601669.SHv2_ddlowampBUY3700.04.5645599999999995.16888872
2026-10-15000885.SZv2_ddlowampBUY1400.011.7817699999999985.16494478
2026-10-15118027.SHv2_ddlowytmBUY160.097.54975050.780398004
2026-10-15603167.SHv2_ddlowampBUY2100.08.038035.16879863
2026-10-15601878.SHv2_ddlowampBUY1800.08.9589499999999985.1612611
2026-10-15002884.SZv2_ddlowampBUY1000.015.3753599999999975.1537536
2026-10-15000958.SZv2_ddlowampBUY3300.04.9749699999999995.16417401
2026-10-15601456.SHv2_ddlowampBUY1900.08.4484399999999985.16052036
2026-10-15000538.SZv2_ddlowampBUY300.052.692645.15807792
2026-10-15600029.SHv2_ddlowampBUY3300.04.754755.15690675
2026-10-15600905.SHv2_ddlowampBUY4600.03.54353999999999975.16300284
2026-10-15600600.SHv2_ddlowampBUY300.052.041995.15612597
2026-10-15110092.SHv2_ddlowytmBUY200.072.53124750.7253124750000001
2026-10-15123090.SZv2_ddlowytmBUY130.0111.71482950.72614639175
2026-10-15127027.SZv2_ddlowytmBUY130.0109.83789150.71394629475
2026-10-15113616.SHv2_ddlowytmBUY130.0109.69582050.71302283325
2026-10-15123071.SZv2_ddlowytmBUY130.0114.968455499999990.74729496075
2026-10-15113049.SHv2_ddlowytmBUY140.0106.3271370.744289959
2026-10-15123117.SZv2_ddlowytmBUY130.0109.38766650.71101983225
2026-10-15113633.SHv2_ddlowytmBUY130.0110.890417499999980.72078771375
2026-10-15127061.SZv2_ddlowytmBUY130.0107.033490.695717685
2026-10-15127025.SZv2_ddlowytmBUY140.0105.9109290.741376503
2026-10-15110081.SHv2_ddlowytmBUY140.097.048499999999990.6793395
2026-10-15127049.SZv2_ddlowytmBUY130.0107.753850.7004000250000001
2026-10-15601328.SHv2_dddvttmBUY1700.08.058055.1369868499999995
2026-10-15110095.SHv2_ddlowytmBUY110.0110.265104999999990.6064580775
2026-10-15600882.SHv2_ddanalystBUY200.019.029015.03805802
2026-10-15603861.SHv2_ddanalystBUY400.011.141135.04456452
2026-10-15689009.SHv2_ddanalystBUY100.037.0670299999999955.03706703
2026-10-15601633.SHv2_ddanalystBUY300.013.643635.04093089
2026-10-15000973.SZv2_ddanalystBUY300.011.671665.03501498
2026-10-15605286.SHv2_ddanalystBUY100.023.0029799999999975.02300298
2026-10-15002709.SZv2_ddanalystBUY100.029.3893599999999965.02938936
2026-10-15603659.SHv2_ddanalystBUY100.019.5194999999999975.0195195
2026-10-15300580.SZv2_ddanalystBUY200.015.9359199999999985.03187184
2026-10-15603876.SHv2_ddanalystBUY200.016.046035.03209206
2026-10-15300617.SZv2_ddanalystBUY100.031.4013699999999965.03140137
2026-10-15002497.SZv2_ddanalystBUY200.013.833825.02766764
2026-10-15002245.SZv2_ddanalystBUY200.014.4644499999999985.0289289
2026-10-15603324.SHv2_ddanalystBUY100.021.0410199999999965.02104102
2026-10-15688249.SHv2_ddanalystBUY100.027.2271999999999965.0272272
2026-10-15000016.SZv2_ddlowampBUY6900.02.46245999999999965.16990974
2026-10-15511010.SHv2_equalbond5yBUY5900.0141.03689599999998208.02942159999998
2026-10-15518880.SHv2_equalgoldBUY96500.08.5085205.2675625
2026-10-15000858.SZv2_equaldvttmBUY800.070.7306599999999914.711977279999997
2026-10-15601857.SHv2_equaldvttmBUY4300.012.50248999999999813.977783819999999
2026-10-15118027.SHv2_equallowytmBUY450.097.54975052.19486938625
2026-10-15601919.SHv2_equaldvttmBUY2600.017.1271111.57792636
2026-10-15600036.SHv2_equaldvttmBUY1000.042.7827411.1235124
2026-10-15000651.SZv2_equaldvttmBUY1000.039.7196810.3271168
2026-10-15600919.SHv2_equaldvttmBUY3300.012.4224110.65842778
2026-10-15600016.SHv2_equaldvttmBUY11800.03.523519999999999510.810159359999998
2026-10-15110092.SHv2_equallowytmBUY560.072.53124752.0308749300000004
2026-10-15123090.SZv2_equallowytmBUY370.0111.71482952.06672434575
2026-10-15127027.SZv2_equallowytmBUY370.0109.83789152.03200099275
2026-10-15113616.SHv2_equallowytmBUY370.0109.69582052.0293726792499998
2026-10-15601166.SHv2_equaldvttmBUY2200.018.3383210.489519039999998
2026-10-15123071.SZv2_equallowytmBUY350.0114.968455499999992.0119479712499997
2026-10-15113049.SHv2_equallowytmBUY380.0106.3271372.020215603
2026-10-15123117.SZv2_equallowytmBUY370.0109.38766652.02367183025
2026-10-15113633.SHv2_equallowytmBUY370.0110.890417499999982.0514727237499994
2026-10-15127061.SZv2_equallowytmBUY380.0107.033492.03363631
2026-10-15127025.SZv2_equallowytmBUY380.0105.9109292.012307651
2026-10-15110081.SHv2_equallowytmBUY400.097.048499999999991.9409699999999999
2026-10-15000001.SZv2_equaldvttmBUY3400.011.51149999999999810.176165999999998
2026-10-15000333.SZv2_equaldvttmBUY500.083.6835999999999810.878868
2026-10-15127049.SZv2_equallowytmBUY370.0107.753851.9934462250000002
2026-10-15601318.SHv2_equaldvttmBUY700.050.960909999999999.27488562
2026-10-15110095.SHv2_equallowytmBUY320.0110.265104999999991.76424168
2026-10-15000703.SZv2_equaldvttmBUY2200.014.4444299999999998.262213959999999
2026-10-15600882.SHv2_equalanalystBUY1600.019.029017.91606816
2026-10-15603861.SHv2_equalanalystBUY2800.011.141138.11074264
2026-10-15689009.SHv2_equalanalystBUY800.037.0670299999999957.709942239999999
2026-10-15605499.SHv2_equalanalystBUY200.0111.090979999999995.776730959999999
2026-10-15601633.SHv2_equalanalystBUY2100.013.643637.44942198
2026-10-15002812.SZv2_equalanalystBUY600.046.6666199999999957.27999272
2026-10-15000973.SZv2_equalanalystBUY2400.011.671667.28311584
2026-10-15300469.SZv2_equalanalystBUY500.049.0189699999999966.3724661
2026-10-15605286.SHv2_equalanalystBUY1100.023.0029799999999976.5788522799999996
2026-10-15601328.SHv2_equaldvttmBUY3500.08.058057.332825499999999
2026-10-15002709.SZv2_equalanalystBUY800.029.3893599999999966.112986879999999
2026-10-15001301.SZv2_equalanalystBUY500.046.226179999999996.009403399999999
2026-10-15600285.SHv2_equallowampBUY1400.021.0109899999999967.648000359999998
2026-10-15603659.SHv2_equalanalystBUY1200.019.5194999999999976.090083999999999
2026-10-15688411.SHv2_equalanalystBUY100.0145.144999999999985.145145
2026-10-15300580.SZv2_equalanalystBUY1400.015.9359199999999985.800674879999999
2026-10-15600079.SHv2_equallowampBUY1300.019.8197999999999976.6990924
2026-10-15300438.SZv2_equalanalystBUY500.043.803759999999995.6944887999999985
2026-10-15603876.SHv2_equalanalystBUY1500.016.046036.2579517
2026-10-15300617.SZv2_equalanalystBUY700.031.4013699999999965.715049339999999
2026-10-15000541.SZv2_equallowampBUY5200.05.0250199999999996.793827039999998
2026-10-15002497.SZv2_equalanalystBUY1600.013.833825.7548691199999995
2026-10-15301358.SZv2_equalanalystBUY500.046.586539999999996.056250199999999
2026-10-15601186.SHv2_equallowampBUY4200.06.1861799999999996.7553085600000005
2026-10-15600332.SHv2_equallowampBUY1200.019.9899699999999966.236870639999999
2026-10-15301047.SZv2_equaldvttmBUY100.0130.135.13013
2026-10-15601158.SHv2_equallowampBUY6200.04.094096.59967308
2026-10-15000028.SZv2_equallowampBUY1200.020.4704499999999966.386780399999998
2026-10-15601669.SHv2_equallowampBUY5400.04.5645599999999996.40864224
2026-10-15002245.SZv2_equalanalystBUY1500.014.4644499999999985.641135499999999
2026-10-15000885.SZv2_equallowampBUY2100.011.7817699999999986.43284642
2026-10-15603167.SHv2_equallowampBUY3000.08.038036.269663399999999
2026-10-15300763.SZv2_equalanalystBUY400.048.738689999999995.19495476
2026-10-15601878.SHv2_equallowampBUY2700.08.9589499999999986.289182899999999
2026-10-15603324.SHv2_equalanalystBUY1000.021.0410199999999965.470665199999999
2026-10-15002884.SZv2_equallowampBUY1500.015.3753599999999975.996390399999999
2026-10-15000958.SZv2_equallowampBUY4800.04.9749699999999996.208762559999999
2026-10-15601456.SHv2_equallowampBUY2800.08.4484399999999986.150464319999998
2026-10-15000538.SZv2_equallowampBUY400.052.692645.480034560000001
2026-10-15600029.SHv2_equallowampBUY4800.04.754755.933928
2026-10-15600905.SHv2_equallowampBUY6700.03.54353999999999976.172846679999999
2026-10-15600600.SHv2_equallowampBUY400.052.041995.41236696
2026-10-15688249.SHv2_equalanalystBUY600.027.2271999999999965.1633632
2026-10-15301232.SZv2_equalanalystBUY200.067.46745.1349348
2026-10-15301631.SZv2_equalanalystBUY300.051.2812299999999945.15384369
2026-10-15000016.SZv2_equallowampBUY10000.02.46245999999999966.402395999999999
2026-10-15511010.SHv2_ercbond5yBUY24500.0141.03689599999998863.8509879999999
2026-10-15518880.SHv2_ercgoldBUY12100.08.508525.7382125
2026-10-15000858.SZv2_ercdvttmBUY400.070.730659999999997.355988639999999
2026-10-15600285.SHv2_erclowampBUY1200.021.0109899999999966.555428879999999
2026-10-15600079.SHv2_erclowampBUY1200.019.8197999999999976.183777599999999
2026-10-15118027.SHv2_erclowytmBUY220.097.54975051.0730472555000001
2026-10-15000541.SZv2_erclowampBUY4700.05.0250199999999996.140574439999998
2026-10-15601186.SHv2_erclowampBUY3700.06.1861799999999995.95110516
2026-10-15600332.SHv2_erclowampBUY1100.019.9899699999999965.717131419999999
2026-10-15601158.SHv2_erclowampBUY5600.04.094095.96099504
2026-10-15000028.SZv2_erclowampBUY1100.020.4704499999999965.854548699999999
2026-10-15601669.SHv2_erclowampBUY4800.04.5645599999999995.696570879999999
2026-10-15000885.SZv2_erclowampBUY1800.011.7817699999999985.51386836
2026-10-15603167.SHv2_erclowampBUY2700.08.038035.64269706
2026-10-15601878.SHv2_erclowampBUY2400.08.9589499999999985.590384799999999
2026-10-15002884.SZv2_erclowampBUY1400.015.3753599999999975.596631039999999
2026-10-15000958.SZv2_erclowampBUY4300.04.9749699999999995.562016459999999
2026-10-15601456.SHv2_erclowampBUY2500.08.4484399999999985.491485999999998
2026-10-15000538.SZv2_erclowampBUY400.052.692645.480034560000001
2026-10-15600029.SHv2_erclowampBUY4300.04.754755.3158105
2026-10-15600905.SHv2_erclowampBUY6000.03.54353999999999975.5279224
2026-10-15600600.SHv2_erclowampBUY400.052.041995.41236696
2026-10-15110092.SHv2_erclowytmBUY280.072.53124751.0154374650000002
2026-10-15123090.SZv2_erclowytmBUY180.0111.71482951.0054334655
2026-10-15127027.SZv2_erclowytmBUY180.0109.83789150.9885410235
2026-10-15113616.SHv2_erclowytmBUY180.0109.69582050.9872623845
2026-10-15123071.SZv2_erclowytmBUY180.0114.968455499999991.0347160995
2026-10-15113049.SHv2_erclowytmBUY190.0106.3271371.0101078015
2026-10-15123117.SZv2_erclowytmBUY180.0109.38766650.9844889985
2026-10-15113633.SHv2_erclowytmBUY180.0110.890417499999980.9980137574999999
2026-10-15127061.SZv2_erclowytmBUY190.0107.033491.016818155
2026-10-15127025.SZv2_erclowytmBUY190.0105.9109291.0061538255
2026-10-15110081.SHv2_erclowytmBUY200.097.048499999999990.9704849999999999
2026-10-15127049.SZv2_erclowytmBUY180.0107.753850.96978465
2026-10-15110095.SHv2_erclowytmBUY160.0110.265104999999990.88212084
2026-10-15601857.SHv2_ercdvttmBUY1000.012.5024899999999985.1250249
2026-10-15601919.SHv2_ercdvttmBUY600.017.127115.10276266
2026-10-15600036.SHv2_ercdvttmBUY200.042.782745.08556548
2026-10-15000651.SZv2_ercdvttmBUY200.039.719685.07943936
2026-10-15600919.SHv2_ercdvttmBUY700.012.422415.08695687
2026-10-15600016.SHv2_ercdvttmBUY2800.03.52351999999999955.09865856
2026-10-15601166.SHv2_ercdvttmBUY500.018.338325.0916916
2026-10-15000001.SZv2_ercdvttmBUY800.011.5114999999999985.092092
2026-10-15000333.SZv2_ercdvttmBUY100.083.683599999999985.0836836
2026-10-15601318.SHv2_ercdvttmBUY100.050.960909999999995.05096091
2026-10-15000703.SZv2_ercdvttmBUY500.014.4444299999999995.07222215
2026-10-15601328.SHv2_ercdvttmBUY800.08.058055.0644644
2026-10-15600882.SHv2_ercanalystBUY100.019.029015.01902901
2026-10-15603861.SHv2_ercanalystBUY200.011.141135.02228226
2026-10-15601633.SHv2_ercanalystBUY200.013.643635.02728726
2026-10-15000973.SZv2_ercanalystBUY200.011.671665.02334332
2026-10-15605286.SHv2_ercanalystBUY100.023.0029799999999975.02300298
2026-10-15603659.SHv2_ercanalystBUY100.019.5194999999999975.0195195
2026-10-15300580.SZv2_ercanalystBUY100.015.9359199999999985.01593592
2026-10-15603876.SHv2_ercanalystBUY100.016.046035.01604603
2026-10-15002497.SZv2_ercanalystBUY100.013.833825.01383382
2026-10-15000016.SZv2_erclowampBUY8900.02.46245999999999965.698132439999999

待执行挂单(次日开盘价成交,点击展开交易信号)

▶独立策略-非流动性amihud(#19)amihud买1/卖12 笔¥8,184
说明: 非流动性Amihud(#19) · 权重 100.0% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入600707.SH彩虹股份4009.150¥3,660
卖出600026.SH中远海能20022.620¥4,524
▶独立策略-分析师上调Top30analyst买11 笔¥1,341
说明: 研报目标价Top30 · 权重 100.0% · 持仓 27 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入601633.SH长城汽车10013.410¥1,341
▶独立策略-dv_ttm×低关注复合(#58)composite卖11 笔¥1,500
说明: dv_ttm×低关注复合(#58) · 权重 100.0% · 持仓 20 只 · 信号日 2026-10-14
方向代码名称股数价格金额
卖出603788.SH宁波高发10015.000¥1,500
▶独立策略-转债双低DoubleLow(#5)dblow买6/卖17 笔¥107,628
说明: 转债双低DoubleLow(#5) · 权重 100.0% · 持仓 13 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入118022.SH锂科转债10115.509¥1,155
买入118031.SH天23转债10116.497¥1,164
买入118034.SH晶能转债20114.615¥2,292
买入123175.SZ百畅转债10112.551¥1,125
买入127033.SZ中装转255089.726¥49,349
买入127033.SZ中装转255089.726¥49,349
卖出118027.SH宏图转债30106.487¥3,194
▶独立策略-红利dv_ttm Top20dvttm买1/卖12 笔¥16,034
说明: 红利dv_ttm Top20 · 权重 100.0% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入301047.SZ义翘神州100147.770¥14,777
卖出600919.SH江苏银行10012.570¥1,257
▶独立策略-跨资产ETF双动量(top3月频)etf_rotation买2/卖13 笔¥30,099
说明: 跨资产ETF双动量(top3月频) · 权重 100.0% · 持仓 3 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入513100.SH国泰纳斯达克100ETF(QDII)3,2002.374¥7,596
买入513500.SH博时标普500ETF(QDII)3,1002.703¥8,379
卖出512400.SH南方中证申万有色金属ETF8,8001.605¥14,124
▶独立策略-低振幅Top20(regime)lowamp卖11 笔¥499
说明: 低振幅Top20(regime) · 权重 100.0% · 持仓 22 只 · 信号日 2026-10-14
方向代码名称股数价格金额
卖出000958.SZ电投产融1004.990¥499
▶独立策略-低关注度LowAttention(#17)lowatt买2/卖24 笔¥5,408
说明: 低关注度LowAttention(#17) · 权重 100.0% · 持仓 21 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入300091.SZ*ST金灵2002.360¥472
买入300205.SZ*ST天喻2004.860¥972
卖出600289.SHST信通7004.830¥3,381
卖出605199.SHST葫芦娃1005.830¥583
▶独立策略-低YTM转债Top20lowytm买7/卖18 笔¥200,717
说明: 低价高YTM转债Top20 · 权重 100.0% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债460106.433¥48,959
买入110075.SH南航转债460106.450¥48,967
买入110092.SH三房转债1073.208¥732
买入127033.SZ中装转255089.726¥49,349
买入127033.SZ中装转255089.726¥49,349
买入128135.SZ洽洽转债10114.906¥1,149
买入128135.SZ洽洽转债10114.888¥1,148
卖出118027.SH宏图转债10106.487¥1,064
▶独立策略-PE历史分位Top20(中性化)pe买33 笔¥5,122
说明: PE历史分位Top20(中性化) · 权重 100.0% · 持仓 16 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000100.SZTCL科技1004.630¥463
买入002050.SZ三花智控10033.940¥3,394
买入600601.SH方正科技10012.650¥1,265
▶防御版core_portfolio(组合)买5/卖3 · 4 个成员8 笔¥1,068,436
▶analyst买11 笔¥4,584
说明: 研报目标价Top30 · 权重 2.7% · 持仓 27 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入002812.SZ恩捷股份10045.840¥4,584
▶bond卖11 笔¥983,528
说明: 10年国债ETF(静态) · 权重 51.1% · 持仓 1 只 · 信号日 2026-10-14
方向代码名称股数价格金额
卖出511260.SH国泰上证10年期国债ETF7,300134.730¥983,528
▶etf_rotation卖22 笔¥16,093
说明: 跨资产ETF双动量(top3月频) · 权重 5.7% · 持仓 3 只 · 信号日 2026-10-14
方向代码名称股数价格金额
卖出512400.SH南方中证申万有色金属ETF8,4001.605¥13,482
卖出513100.SH国泰纳斯达克100ETF(QDII)1,1002.374¥2,611
▶lowytm买44 笔¥64,231
说明: 低价高YTM转债Top20 · 权重 6.7% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债150106.433¥15,964
买入110075.SH南航转债150106.450¥15,967
买入127033.SZ中装转218089.726¥16,150
买入127033.SZ中装转218089.726¥16,150
▶含黄金的core_portfolio(组合,8成员dd_inverse)买4/卖2 · 3 个成员6 笔¥200,015
▶bond卖11 笔¥134,730
说明: 10年国债ETF(静态) · 权重 49.0% · 持仓 1 只 · 信号日 2026-10-14
方向代码名称股数价格金额
卖出511260.SH国泰上证10年期国债ETF1,000134.730¥134,730
▶etf_rotation卖11 笔¥2,848
说明: 跨资产ETF双动量(top3月频) · 权重 5.4% · 持仓 3 只 · 信号日 2026-10-14
方向代码名称股数价格金额
卖出513100.SH国泰纳斯达克100ETF(QDII)1,2002.374¥2,848
▶lowytm买44 笔¥62,437
说明: 低价高YTM转债Top20 · 权重 6.5% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债150106.433¥15,964
买入110075.SH南航转债150106.450¥15,967
买入127033.SZ中装转217089.726¥15,253
买入127033.SZ中装转217089.726¥15,253
▶core_portfolio_v2(6成员 inv_vol 120日稳定档,#85)买6 · 1 个成员6 笔¥123,081
▶lowytm买66 笔¥123,081
说明: 低价高YTM转债Top20 · 权重 8.4% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债190106.433¥20,222
买入110075.SH南航转债190106.450¥20,225
买入127033.SZ中装转223089.726¥20,636
买入127033.SZ中装转223089.726¥20,636
买入128135.SZ洽洽转债180114.906¥20,683
买入128135.SZ洽洽转债180114.888¥20,679
▶v2对照组-dd_inverse回撤倒数(6成员,#85)买7 · 2 个成员7 笔¥90,929
▶gold买11 笔¥2,542
说明: 黄金ETF(518880,静态) · 权重 3.5% · 持仓 1 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入518880.SH华安易富黄金ETF3008.474¥2,542
▶lowytm买66 笔¥88,387
说明: 低价高YTM转债Top20 · 权重 6.1% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债140106.433¥14,900
买入110075.SH南航转债140106.450¥14,903
买入127033.SZ中装转216089.726¥14,356
买入127033.SZ中装转216089.726¥14,356
买入128135.SZ洽洽转债130114.906¥14,937
买入128135.SZ洽洽转债130114.888¥14,935
▶v2对照组-equal等权(6成员,#85)买9 · 4 个成员9 笔¥271,507
▶analyst买11 笔¥3,001
说明: 研报目标价Top30 · 权重 16.7% · 持仓 27 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入688249.SH晶合集成10030.010¥3,001
▶dvttm买11 笔¥3,832
说明: 红利dv_ttm Top20 · 权重 16.7% · 持仓 14 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入000651.SZ格力电器10038.320¥3,832
▶gold买11 笔¥19,490
说明: 黄金ETF(518880,静态) · 权重 16.7% · 持仓 1 只 · 信号日 2026-10-14
方向代码名称股数价格金额
买入518880.SH华安易富黄金ETF2,3008.474¥19,490
▶lowytm买66 笔¥245,184
说明: 低价高YTM转债Top20 · 权重 16.7% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债380106.433¥40,444
买入110075.SH南航转债390106.450¥41,515
买入127033.SZ中装转245089.726¥40,376
买入127033.SZ中装转246089.726¥41,273
买入128135.SZ洽洽转债350114.906¥40,217
买入128135.SZ洽洽转债360114.888¥41,359
▶v2对照组-ERC等风险贡献(6成员,#85)买6 · 1 个成员6 笔¥123,081
▶lowytm买66 笔¥123,081
说明: 低价高YTM转债Top20 · 权重 8.4% · 持仓 17 只 · 信号日 2026-10-12
方向代码名称股数价格金额
买入110075.SH南航转债190106.433¥20,222
买入110075.SH南航转债190106.450¥20,225
买入127033.SZ中装转223089.726¥20,636
买入127033.SZ中装转223089.726¥20,636
买入128135.SZ洽洽转债180114.906¥20,683
买入128135.SZ洽洽转债180114.888¥20,679